As previously suggested, use the Exerciser to test for it.
You can also try TS Spy, also included with the SDK.
If I'm not mistaken, for collected digits to work, you must be monitoring the 2nd VDN.
Let me explain better. Call comes in on VDN1/Vector1.
You collect digits here and send the call off to VDN2/Vector2.
The CTI picks up the collected digits if you are monitoring VDN2/Vector2. I seem to recall reading this in the SDK docs.
Please let me know how you make out on this and where the info is stored. We will also be working on collected digits soon in our CTI app.